+7,714.9%
MU vs CME
+7,469.3%
+245.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.3% | +6.4% | +6.2% |
| 7D | +9.0% | -1.6% | +10.6% | +9.6% |
| 30D | +13.8% | +6.2% | +7.6% | +10.7% |
| 3M | +2.1% | +10.4% | -8.3% | -4.0% |
| 6M | +153.8% | -9.5% | +163.3% | +157.1% |
| YTD | +256.4% | +6.0% | +250.4% | +233.8% |
| 1Y | +719.8% | +9.3% | +710.5% | +651.9% |
| 3Y | +1,360.4% | +57.7% | +1,302.7% | +983.4% |
| 5Y | +1,312.4% | +77.7% | +1,234.7% | +869.8% |
| 10Y | +6,142.6% | +281.2% | +5,861.3% | +2,706.1% |
| All | +7,714.9% | +7,469.3% | +245.6% | +1,135.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling